Apostolakis, George; Papadopoulos, Athanasios P. - In: Journal of International Financial Markets, … 32 (2014) C, pp. 128-149
In this study, we examine financial stress co-movements and spillovers among the G7 economies by employing a Financial Stress Index as a proxy variable and accounting for financial instability. To examine the interdependence of financial stress, we parse the dynamic conditional correlations of...
